Bond management apparatus and bond management method

Abstract

To associate a bond whose fund use is limited to business for obtaining an environmental or social effect with a proper loan destination.SOLUTION: A storage device for storing information on an issuance condition of a bond issued by a financial institution and information on a plurality of financing projects relating to a financing business performed by the financial institution for obtaining funds for achieving an environmental or social purpose; a fund use purpose candidate extraction process for extracting a plurality of financing projects satisfying the issuance condition of the bond from among the plurality of financing projects; a candidate combination generation process for generating a combination of financing projects such that an environmental or social effect obtained by a business to be executed through a financing relating to the financing project is optimized from among combinations of the extracted financing projects; information on the generated combination of financing projects; And output processing for outputting the information of the bond to an output device in association with the information of the bond.SELECTED DRAWING: Figure 8

Description

[Technical Field]

[0001] The present invention relates to a bond management device and a bond management method. [Background technology]

[0002] In recent years, there have been cases where banks and business companies have raised funds by issuing bonds such as green bonds and sustainability bonds. In principle, these funds are required to be used for projects that contribute to sustainability, such as addressing environmental and social issues (use of funds is limited).

[0003] When a bank issues a sustainability bond, the use of proceeds can be not only "1. Projects that contribute to the bank's own green / sustainability" but also "2. Projects that contribute to the green / sustainability of the bank's borrowers." In the case of "2," the bank must link the green bond to a loan that corresponds to an appropriate project.

[0004] On the other hand, as borrowers repay their loans and the loan balance decreases, the amount linked to green bonds will also decrease. Therefore, banks will need to make adjustments, such as linking new loan projects, to ensure that the loan balance does not fall below the amount of funds raised from the green bonds (matching the repayment period of the loan with the repayment period of the green bond).

[0005] As an example of a system in which a bank manages loan applications, Patent Document 1 discloses that a service management server accepts loan applications from a client terminal, and if the interest rate for the scheduled transaction date has not been determined, it obtains the upper limit interest rate from the client terminal, and if the loan application is approved and it is determined that there are no problems with the loan and the interest rate is determined, it performs the loan execution process, and if the interest rate has not been determined, it waits for the interest rate to be determined and obtains the current interest rate for the scheduled transaction date, and if the upper limit interest rate is equal to or higher than the current interest rate, it performs the loan execution process based on the remaining limit for the scheduled transaction date. [Prior art documents] [Patent documents]

[0006] [Patent Document 1] Japanese Patent Application Laid-Open No. 2010-237993 Summary of the Invention [Problem to be solved by the invention]

[0007] However, while Patent Document 1 can manage the loan project itself, it cannot perform management specific to green bonds, etc. (management of loan projects, linking of fund use, etc.).

[0008] The present invention was made in consideration of this current situation, and its purpose is to provide a bond management device and a bond management method that can match bonds whose use of funds is limited to activities that achieve environmental or social benefits with appropriate borrowers. [Means for solving the problem]

[0009] One aspect of the present invention for solving the above problem is a bond management device that includes a storage device that stores information on the issuance conditions of bonds issued by a financial institution to obtain funds to achieve environmental or social objectives, and information on multiple loan applications related to the lending operations conducted by the financial institution, and a computing device that executes a candidate use of funds extraction process that extracts multiple loan applications from the multiple loan applications that satisfy the bond issuance conditions, a candidate combination generation process that generates, from the combinations of the extracted loan applications, a combination of loan applications that optimizes the environmental or social effects obtained from the operations carried out with the loans related to the loan applications, and an output process that associates information on the generated combination of loan applications with information on the bonds and outputs the information to an output device. [Effects of the Invention]

[0010] According to the present invention, bonds whose use of funds is limited to activities that achieve environmental or social benefits can be matched with appropriate borrowers. Configurations and effects other than those described above will become apparent from the following description of the embodiments. [Brief explanation of the drawings]

[0011] [Figure 1] 1 is a diagram illustrating an example of the configuration of a bond management system according to a first embodiment. [Figure 2] FIG. 2 is a diagram illustrating an example of a functional unit included in a bond management device. [Figure 3] 10 is a diagram showing an example of information stored in a bond management device. FIG. [Figure 4] FIG. 10 is a diagram illustrating an example of a financing project information table. [Figure 5] FIG. 10 is a diagram showing an example of a green bond issuance conditions information table. [Figure 6] FIG. 10 is a diagram showing an example of a fund use management information table. [Figure 7] FIG. 10 is a diagram showing an example of an ineligible project attribute information table. [Figure 8] FIG. 10 is a diagram illustrating an outline of a bond management process. [Figure 9] FIG. 10 is a flow diagram illustrating an example of a fund use candidate extraction process. [Figure 10] FIG. 10 is a flowchart illustrating an example of a candidate combination generation process according to the first embodiment. [Figure 11] FIG. 10 is a diagram showing an example of a financing proposal screen according to the first embodiment. [Figure 12] FIG. 10 is a diagram illustrating an outline of a bond management process according to a second embodiment. [Figure 13] FIG. 10 is a flowchart illustrating an example of a candidate combination generation process according to the second embodiment. [Figure 14] FIG. 10 is a diagram showing an example of a financing proposal screen according to the second embodiment. [Figure 15] FIG. 10 is a diagram illustrating an outline of a bond management process according to a third embodiment. [Figure 16] FIG. 11 is a flowchart illustrating an example of an unallocated amount calculation process according to the third embodiment. [Figure 17] FIG. 11 is a flowchart illustrating an example of a candidate combination generation process according to the third embodiment. [Figure 18] FIG. 10 is a diagram illustrating an example of an objective function priority table. [Figure 19] FIG. 10 is a diagram illustrating an outline of a bond management process according to a fourth embodiment. [Figure 20] FIG. 13 is a diagram showing an example of a loan proposal screen according to the fourth embodiment. DETAILED DESCRIPTION OF THE INVENTION

[0012] DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS An embodiment of the present invention will be described with reference to the drawings. Example 1 1 is a diagram showing an example of the configuration of a bond management system 10 according to Example 1. The bond management system 10 includes a loan department terminal 3 managed by a bank employee or the like in a loan department 4 (a department that manages information on loan projects held by the bank for each borrower) of a bank that performs loan operations (hereinafter also referred to as the bank), a bond issuing department terminal 5 managed by a bank employee or the like in a bond issuing department 6 (a department that issues bonds) of the bank, and a bond management device 1 managed by a business operator 2 that supports the management of the use of loan proceeds for borrowers.

[0013] The loan department terminal 3 receives and stores information on each loan project input from bank employees and the like.

[0014] The bond issuing department terminal 5 receives and stores information on the issuance conditions of each bond input from bank staff and the like.

[0015] These bonds are green bonds, sustainability bonds, and other bonds whose issuance conditions limit the use of funds obtained through bond issuance (use restrictions). The bond management device 1 creates appropriate combinations of such bonds with loan projects managed by the loan department terminal 3, thereby assisting the bond issuing department 6 in linking the bonds to appropriate loan projects. Linking inappropriate loan projects could lead to criticism of greenwashing, etc., but the bond management system 10 according to the first embodiment can reduce this risk.

[0016] In this embodiment, a green bond will be described as an example of such a bond. That is, a green bond is a bond issued by the bank to carry out an operation (project) that will achieve environmental or social effects (sustainability effects) (achieve environmental or social objectives). This project may be carried out by a borrower company rather than by the financial institution itself. In this embodiment, the subject is a project carried out by a borrower company.

[0017] The bond management device 1, the loan department terminal 3, and the bond issuing department terminal 5 each include an arithmetic device 101, 301, 501 such as a CPU (Central Processing Unit), a memory 102, 302, 502 such as a RAM (Random Access Memory) or a ROM (Read Only Memory), a storage device 103, 303, 503 such as an HDD (Hard Disk Drive) or an SSD (Solid State Drive), an input device 104, 304, 504 such as a keyboard, mouse, or touch panel, an output device 105, 305, 505 such as a display or touch panel, and a communication interface 106, 306, 506 consisting of a NIC (Network Interface Card), a wireless communication module, a USB (Universal Serial Interface) module, a serial communication module, or the like.

[0018] The bond management device 1, the loan department terminal 3, and the bond issuing department terminal 5 are each connected to each other so that they can communicate with each other via a wired or wireless communication network 500, such as the Internet, a LAN (Local Area Network), a WAN (Wide Area Network), or a dedicated line.

[0019] 2 is a diagram showing an example of the functional units included in the bond management device 1. The bond management device 1 includes the functions of a loan application information acquisition unit 1011, an issuance condition acquisition unit 1012, a fund use candidate extraction unit 1013, a candidate combination generation unit 1014, and a fund use information appending unit 1015.

[0020] The loan proposal information acquisition unit 1011 receives information about each loan proposal from the loan department terminal 3 and registers the received information in the loan proposal information table 1031 .

[0021] The issuance conditions acquisition unit 1012 receives information regarding the issuance conditions of green bonds from the bond issuing department terminal 5 and stores the received information in the green bond issuance conditions information table 1032.

[0022] The candidate use of funds extraction unit 1013 extracts, from among the multiple loan projects in the loan project information table 1031, multiple loan projects (candidate use of funds) that meet the issuance conditions for green bonds.

[0023] The candidate combination generation unit 1014 generates a combination of loan projects (hereinafter referred to as a linked combination) from the combinations of loan projects (candidate uses of funds) extracted by the candidate use of funds extraction unit 1013, which will optimize the sustainability effects obtained from the projects implemented through the loans related to the loan projects.

[0024] The fund use information appending unit 1015 registers the combination of fund use candidates (linked combination) generated by the candidate combination generating unit 1014 in the fund use management information table 1033.

[0025] 3 is a diagram showing an example of information stored in the bond management device 1. The bond management device 1 stores information on each loan project: a loan project information table 1031 that registers information on each loan project, a green bond issuance conditions information table 1032 that registers the issuance conditions of each green bond, a fund use management information table 1033 that registers information on loan projects corresponding to the use of funds for each green bond, and an ineligible project attribute information table 1034 that registers information on ineligible uses of funds for each project.

[0026] (Loan project information table) FIG. 4 is a diagram showing an example of the loan application information table 1031. The loan project information table 1031 includes the following data: ID 1031a of each loan project; name of the borrower company for each loan project 1031b; loan execution date 1031c for each loan project; repayment deadline 1031d for each loan project; loan amount 1031e for each loan project; remaining loan balance 1031f for each loan project; loan repayment rate per unit period 1031g for each loan project; type of project 1031h undertaken by the borrower for each loan project; attribute information 1031i of the project; information indicating whether the borrower has given permission for the funds related to each loan project to be disclosed as being used for green bond funds (information disclosure permission 1031j); expected amount of impact created by the loan for each loan project 1031k; impact transparency 1031l, which is the level of transparency of the basis for that impact; project continuity 1031m, which is the level of continuity of the effects of the project (level of credit); and monitoring cost 1031n, which is the cost of obtaining the data necessary to identify the impact.

[0027] At the start of the loan, the same value is registered for the loan amount 1031e and the loan balance 1031f. Each time the borrower makes a repayment to the bank, the value of the loan balance 1031f is updated and the value decreases. When the repayment is completed, the value of the loan balance 1031f becomes 0.

[0028] The borrower draws up a repayment plan to the bank based on a business plan, etc. The loan repayment rate 1031g may be any other parameter that represents this repayment plan.

[0029] In this embodiment, the project continuity 1031m is set to "Rank A," "Rank B," "Rank C," and "Rank D" in descending order of creditworthiness.

[0030] In this embodiment, impact refers to the effect of reducing environmental impact (for example, the amount of reduction in greenhouse gas emissions such as CO2) achieved by projects (businesses) undertaken by borrowers using loans made to them through green bonds.

[0031] In this embodiment, the impact transparency 1031l is set to "Actual value (sensor)," "Actual value (manual input)," and "Spec-based" in descending order of transparency of impact calculation. These relate to the method of measuring impact.

[0032] (Green bond issuance conditions information table) 5 is a diagram showing an example of a green bond issuance condition information table 1032. The green bond issuance condition information table 1032 has the following data: an ID 1032a of each green bond (bond), a name 1032b of each green bond, an issuance date 1032c of each green bond, a planned issuance amount or issuance price 1032d of each green bond, a planned redemption period or redemption period 1032e of each green bond, and a type of project 1032f that is the purpose of each green bond.

[0033] (Funds Use Management Information Table) 6 is a diagram showing an example of the fund use management information table 1033. The fund use management information table 1033 has data on the ID 1033a of each green bond (bond), the ID 1033b of the loan project associated with each green bond, and the unallocated amount 1033c of each green bond.

[0034] (Ineligible Project Attribute Information Table) 7 is a diagram showing an example of the ineligible project attribute information table 1034. The ineligible project attribute information table 1034 has data on the type 1034a of each project undertaken by the borrower, and ineligible attribute information 1034b, which is information on ineligible uses of funds used for each project.

[0035] The functions of the functional units of each information processing device in the bond management system 10 described above are realized by the arithmetic unit of each information processing device reading a program from a memory or storage device. Each program can be recorded on a portable or fixed recording medium and distributed, for example. All or part of each program in each information processing device may be realized using virtual information processing resources provided using virtualization technology or process space separation technology, such as a virtual server provided by a cloud system. All or part of these programs may also be realized by services provided by a cloud system via an API (Application Programming Interface), for example. Next, the processing performed by the bond management system 10 will be described.

[0036] Figure 8 is a diagram illustrating an overview of the bond management process carried out by the bond management system 10. The bond management process is started, for example, when a predetermined start input is made to the bond management device 1. The bond management process may also be started when a request for approval (described below) is registered in the loan department terminal 3.

[0037] The loan project information acquisition unit 1011 of the bond management device 1 receives information on each loan project (for example, loan approval documents, the expected magnitude of the impact created by the borrower) from the loan department terminal 3, and stores the received information in the loan project information table 1031 (s10). Note that part of the information in the loan project information table 1031 may be managed by a loan project management system owned by the bank.

[0038] Meanwhile, the issuance conditions acquisition unit 1012 receives information on the issuance conditions of each green bond (e.g., procurement period, redemption period, type of impact created) from the bond issuing department terminal 5, and stores the received information in the green bond issuance conditions information table 1032 (s20).

[0039] The fund use candidate extraction unit 1013 extracts fund use candidates based on the financing project information table 1031, the green bond issuance condition information table 1032, and the fund use management information table 1033 (fund use candidate extraction process S30).

[0040] Then, the candidate combination generating unit 1014 generates a combination of loan applications based on the extracted candidate fund use applications, and transmits information on the generated combination to the bond issuing department terminal 5 (candidate combination generating process S40).

[0041] The bank employee or other person in charge of the bond issuing department terminal 5 selects an appropriate combination by referring to the information of each combination displayed on the screen of the bond issuing department terminal 5. The bond issuing department terminal 5 transmits the information of the selected combination to the fund use information appending unit 1015 of the bond management device 1.

[0042] The fund use information appending unit 1015 stores the received information in the fund use management information table 1033 (s50).

[0043] Each process will be described in detail below.

[0044] (Fund use candidate extraction process S30) FIG. 9 is a flow diagram illustrating an example of the fund use candidate extraction process S30.

[0045] The fund use candidate extraction unit 1013 acquires the contents of the green bond issuance conditions information table 1032 from the issuance conditions acquisition unit 1012 (S10130), and acquires the contents of the loan project information table 1031 (S10131).

[0046] The fund use candidate extraction unit 1013 selects one of the loan applications in the loan application information table 1031 acquired in S10131 (S10132), and executes the following processes of S10133 to S10137.

[0047] That is, first, the fund use candidate extraction unit 1013 determines whether the selected loan project (hereinafter referred to as the selected loan project) satisfies the issuance conditions indicated in the green bond issuance conditions information table 1032 acquired in S10130 (S10133).

[0048] Specifically, the fund use candidate extraction unit 1013 determines whether the project type 1031h of the recipient of the loan in the record related to the selected loan project in the loan project information table 1031 matches the project type 1032f in the green bond issuance conditions information table 1032.

[0049] If the selected loan application satisfies the issuance conditions (S10133: Yes), the candidate use of funds extraction unit 1013 executes the process of S10134, and if the selected loan application does not satisfy the issuance conditions (S10133: No), the candidate use of funds extraction unit 1013 executes the process of S10138 to select another loan application (if there are no other loan applications, the candidate use of funds extraction process S30 ends).

[0050] In S10134, the fund use candidate extraction unit 1013 determines whether the selected loan project has not yet been subject to green bonds.

[0051] Specifically, the fund use candidate extraction unit 1013 determines whether the selected loan application is registered in the fund use loan application ID 1033b of the fund use management information table 1033.

[0052] If the selected loan project is not yet subject to a green bond (S10134: Yes), the candidate use of funds extraction unit 1013 executes the process of S10135, and if the selected loan project is subject to a green bond (S10134: No), the candidate use of funds extraction unit 1013 executes the process of S10138 to select another loan project (if there are no other loan projects, the candidate use of funds extraction process S30 ends).

[0053] In S10134, the fund use candidate extraction unit 1013 refers to the ineligible project attribute information table 1034 and determines whether the selected loan proposal is an ineligible fund use in the project.

[0054] Specifically, the fund use candidate extraction unit 1013 determines whether the project attribute information 1031i relating to the selected loan project in the loan project information table 1031 is included in the ineligible project attribute information 1034b in the ineligible project attribute information table 1034.

[0055] If the selected loan application is not an ineligible use of funds in the project (S10315: Yes), the candidate use of funds extraction unit 1013 executes the process of S10136, and if the selected loan application is an ineligible use of funds in the project (S10315: No), the candidate use of funds extraction unit 1013 executes the process of S10138 to select another loan application (if there are no other loan applications, the candidate use of funds extraction process S30 ends).

[0056] In S10136, the fund use candidate extraction unit 1013 determines whether the borrower related to the selected loan project has consented to the external disclosure of the use of the green bond loan funds.

[0057] Specifically, the fund use candidate extraction unit 1013 determines whether the information disclosure permission 1031j for the selected loan project in the loan project information table 1031 is "completed."

[0058] If the borrower related to the selected loan application has consented to information disclosure (S10136: Yes), the candidate use of funds extraction unit 1013 executes the process of S10137, and if the borrower related to the selected loan application has not consented to information disclosure (S10136: No), the candidate use of funds extraction unit 1013 executes the process of S10138 to select another loan application (if there are no other loan applications, the candidate use of funds extraction process S30 ends).

[0059] In addition, if the borrower related to the selected loan project has not consented to the disclosure of information, the candidate use of funds extraction unit 1013 may send information to the loan department terminal 3 instructing it to seek consent from the borrower, and then, if it receives consent information from the loan department terminal 3, it may execute processing S10137.

[0060] In S10137, the fund use candidate extraction unit 1013 checks whether there are any other loan applications for which the processes of S10133 to S10137 have not been executed. If there are any other loan applications for which the processes of S10133 to S10137 have not been executed (S10137: No), the fund use candidate extraction unit 1013 executes the process of S10138 to select another loan application. If there are no other loan applications for which the processes of S10133 to S10137 have not been executed (S10137: Yes), the fund use candidate extraction unit 1013 executes the process of S10139.

[0061] In S10139, the fund use candidate extraction unit 1013 transmits all loan applications (fund use candidate) that satisfy all the conditions determined in the processes of S10133 to S10137 to the candidate combination generation unit 1014. This ends the fund use candidate extraction process S30.

[0062] In addition, the candidate use of funds extraction unit 1013 may check whether the selected loan application is a syndicated loan, and may select the selected loan application as a candidate use of funds only if the selected loan application is a syndicated loan (because coordination with other banks is required).

[0063] <Candidate combination generation process S40> FIG. 10 is a flowchart illustrating an example of the candidate combination generation process S40 according to the first embodiment.

[0064] The candidate combination generation unit 1014 acquires information about the candidate fund use by acquiring the contents of the record related to the candidate fund use in the loan project information table 1031 (S10140).

[0065] The candidate combination generation unit 1014 calculates the loan balance at each timing from the present to the redemption period for each candidate use of funds (loan project) (S10141).

[0066] Specifically, the candidate combination generation unit 1014 calculates the loan balance for each year from the present to the redemption period based on the loan balance 1031f and loan repayment rate 1031g related to the candidate use of funds.

[0067] Then, under the constraint that the total loan balance for each of the above years exceeds the planned issuance amount of green bonds, the candidate combination generation unit 1014 identifies a combination of candidate uses of funds (loan projects) that maximizes the planned amount of impact created, impact transparency, and project continuity, and minimizes monitoring costs and the number of corresponding loan projects (S10142).

[0068] Specifically, the candidate combination generation unit 1014 solves a multi-objective optimization problem and obtains Pareto solutions based on the Monte Carlo method, a genetic algorithm, etc. For example, the candidate combination generation unit 1014 solves a multi-objective optimization problem consisting of the following multiple objective functions (evaluation functions) under the constraint that the following constraint condition formulas are satisfied, and obtains Pareto solutions (a set of solutions in which an objective function cannot be improved without degrading one of the objective functions) of combinations of loan projects.

[0069] (Objective function) -Objective function for maximizing the expected impact:

number

[0070] · Objective function for minimizing the minimum level of transparency (the least transparent impact transparency):

number

[0071] · Objective function for minimizing the minimum continuity level (the lowest continuity of the project):

number

[0072] · Objective function for minimizing monitoring costs:

number

[0073] Objective function for minimizing the number of loan projects linked to green bonds:

number

[0074] (constraints) -Constraint that the total outstanding loan amount of the linked loan projects each year until the maturity of the green bond (1032e) must exceed the green bond issuance amount (1032d(FUND)):

number

[0075] (design variables) Fi: A variable that takes the value 1 when loan project i is adopted and 0 when it is not adopted.

number

[0076] (parameter) I: A set of loan applications extracted by the fund use candidate extraction unit 1013

[0077] t: Years since linking began (current)

number

[0078] Vi: Expected impact of loan project i

[0079] Wi: Impact transparency of loan project i (Actual value (sensor): Wi = 3, Actual value (manual input): Wi = 2, Specification-based: Wi = 1)

[0080] Xi: Project continuity of loan project i (Rank A: Xi=4, Rank B: Xi=3, Rank C: Xi=2, Rank D: Xi=1)

[0081] Yi: Monitoring cost of loan project i

[0082] Zi,t: Loan balance for loan project i in year t (calculated in S10141)

[0083] The candidate combination generation unit 1014 transmits information on the Pareto solutions (combinations of loan proposals) obtained in S10142 to the bond issuing department terminal 5.

[0084] The bond issuing department terminal 5 displays a loan proposal screen 1600 showing a combination of loan proposals, and accepts input of a selection of a combination of loan proposals from a bank employee or the like (S10146).

[0085] The bond issuing department terminal 5 transmits information on the selected combination of loan projects to the candidate combination generation unit 1014 of the bond management device 1, and the candidate combination generation unit 1014 transmits the received information on the combination of loan projects to the fund use information appending unit 1015 (S10145). Thereafter, the fund use information appending unit 1015 registers the received information in the fund use management information table 1033.

[0086] (Loan project proposal screen) 11 is a diagram showing an example of a loan project proposal screen 1600 according to Example 1. The loan project proposal screen 1600 has a bond information display field 1601 that displays information on the target green bonds, a combination candidate display field 1602 that displays information on combinations of loan projects, and a project display field 1603 that displays information on each of the loan projects that make up the combination.

[0087] The bond information display field 1601 displays the contents of the green bond issuance condition information table 1032.

[0088] The candidate combination display field 1602 displays, for each combination, the total loan amount for that combination, the total impact created by that combination, the least transparent impact transparency among the loan projects that make up that combination, the least sustainable project transparency among the loan projects that make up that combination, the total monitoring cost for that combination, and the total number of loan projects that make up that combination.The candidate combination display field 1602 also accepts selection input of any of these combinations from a banker or the like.The candidate combination display field 1602 also has an area 1604 for accepting selection of information on loan projects, detailed information of which is to be displayed in the project display field 1603, from a banker or the like.

[0089] The project display field 1603 displays detailed information about each loan project that constitutes the combination selected in the area 1604. This information is acquired from the loan project information table 1031.

[0090] As described above, the bond management device 1 of Example 1 extracts multiple loan projects that meet the issuance conditions for green bonds from the multiple loan projects in the loan project information table 1031, generates a combination of loan projects (linked combination) from the extracted combinations of loan projects that optimizes the sustainability effects obtained from the projects implemented through the loans, and associates information about the generated combination of loan projects with information about the green bonds and outputs it to the loan project proposal screen 1600 of the bond issuing department terminal 5.

[0091] That is, the bond management device 1 of the first embodiment can link green bonds to loan projects of borrowers that are expected to have sustainability effects, according to the issuance conditions of the green bonds.

[0092] In this way, the bond management device 1 of the first embodiment can match bonds whose use of funds is limited to businesses that achieve environmental or social benefits with appropriate borrowers. For example, it can reduce the risk of issuing green bonds that could be considered greenwashing.

[0093] In addition, the bond management device 1 of Example 1 generates a combination (linked combination) of loan projects from the combinations of loan projects extracted in the candidate fund use extraction process S30, such that the values ​​of multiple types of objective functions representing the effects of sustainability are optimized.

[0094] Specifically, the bond management device 1 of Example 1 generates a linking combination that optimizes the values ​​of multiple types of objective functions, including an evaluation function that represents the amount of reduction in environmental load (the amount of impact related to the reduction of greenhouse gas emissions such as CO2), an evaluation function that represents the transparency of the process of reducing environmental load (impact transparency), an evaluation function that represents the continuity of operations related to environmental load (project continuity), and an evaluation function that represents the cost of monitoring the reduction of environmental load (monitoring cost), or an evaluation function that represents the number of loan projects that can be linked to the green bond (number of linked loan projects).

[0095] This ensures that the optimal combination of loan projects that are expected to have sustainability benefits is generated.

[0096] <Example 2> The bond management system 10 according to the second embodiment is a system that allows a bond issuing department or the like to specify in advance the loan items that the department wants to include before extracting candidate uses of funds.

[0097] Specifically, the bond management device 1 further includes a loan application acquisition unit 1017A. The loan application acquisition unit 1017A accepts designation of loan applications to be added to the combination from among the multiple loan applications acquired from the loan application information table 1031.

[0098] Furthermore, the bond management device 1 extracts a plurality of loan proposals that satisfy the green bond issuance conditions from among the plurality of loan proposals and the specified loan proposals (candidate use of funds extraction process).

[0099] Then, the bond management device 1 generates a combination (linked combination) of loan applications from the extracted combinations of loan applications that will optimize the environmental or social effects obtained from the business carried out through the loans related to the loan applications, so that the combination includes the specified loan applications (candidate combination generation process).

[0100] 12 is a diagram illustrating an outline of the bond management process according to the embodiment 2. The processes of S10 and S20 in the bond management process are the same as those in the embodiment 1.

[0101] After the process of S20 is executed, the fund use loan matter acquisition unit 1017A of the bond management device 1 transmits the contents of the loan matter information table 1031 to the bond issuing department terminal 5 (S60).

[0102] The bond issuing department terminal 5 displays a screen showing a list of each loan project based on the received loan project information table 1031, and accepts input from the bank employee or the like of one or more selected loan projects for which funds are to be used.

[0103] The bond issuing department terminal 5 transmits information on each selected loan project to the fund use loan project acquisition unit 1017A of the bond management device 1.

[0104] Thereafter, the fund use candidate extraction unit 1013 executes the fund use candidate extraction process S30 similar to that of the first embodiment for the received loan application.

[0105] Then, the candidate combination generating unit 1014 executes the candidate combination generating process S40B similar to that of the first embodiment for the loan applications extracted from the received loan applications.

[0106] <Candidate combination generation process S40B> FIG. 13 is a flowchart illustrating an example of the candidate combination generation process S40B according to the second embodiment.

[0107] The candidate combination generation unit 1014 acquires information on the candidate use of funds, similarly to the first embodiment (S10140).

[0108] As in the first embodiment, the candidate combination generation unit 1014 calculates the loan balance at each timing from the present to the redemption period for each fund use candidate (loan project) (S10141).

[0109] Then, similar to the first embodiment, the candidate combination generation unit 1014 identifies a combination of candidate use of proceeds (loan projects) that maximizes the planned amount of impact created, impact transparency, and project continuity, and minimizes monitoring costs and the number of corresponding loan projects, under the constraint that the total amount of loan balance for each year exceeds the planned issuance amount of green bonds (S10142A). However, in this case, the candidate combination generation unit 1014 always incorporates the loan projects received by the use of proceeds loan project acquisition unit 1017A into the combination.

[0110] Specifically, the candidate combination generating unit 1014 solves the multi-objective optimization problem to obtain Pareto solutions, as in the first embodiment. In this case, the following constraints are further added to the objective functions.

[0111] The value of the variable of the loan project u acquired by the loan project acquisition unit 1017A for the use of funds:

number

[0112] The subsequent processing is the same as S10143, S10144, and S10145 in the first embodiment.

[0113] (Loan project proposal screen) 14 is a diagram showing an example of a loan project proposal screen 1600B according to Example 2. This loan project proposal screen 1600B is different from the loan project proposal screen 1600 according to Example 1 in that it has an additional field 1605 for displaying projects for which inclusion has been confirmed. The field 1605 for displaying projects for which inclusion has been confirmed displays a list of information on loan projects acquired in the process of S60 (designation of loan projects by a bank employee or the like in the bond issuing department).

[0114] As described above, the bond management device 1 of Example 2 accepts the specification of loan applications to be added to the linking combination from the bond issuing department terminal 5, extracts multiple loan applications that satisfy the bond issuance conditions from among the multiple loan applications in the loan application information table 1031 and the specified loan applications, and generates a linking combination from the extracted combinations of loan applications that has the optimal environmental or social effect, including the specified loan applications.

[0115] This ensures that designated loan projects are always included in the linking combination, ensuring that, for example, loan projects that the bond issuing department wants to link to green bonds are linked to green bonds.

[0116] Example 3

[0117] Banks that issue green bonds must keep the loan balance to each borrower at or above the amount of funds raised from the green bond by linking the green bond to new loan projects, etc., so that the outstanding loan balance to the borrower through the green bond does not fall below the specified minimum amount required for the business (less than the amount of funds raised) until the maturity period arrives. Meanwhile, each borrower must repay the loan to the bank in accordance with a specified repayment plan.

[0118] Here, if the repayment plan for the loan that the borrower had envisaged changes significantly for some reason (for example, lump-sum repayment, bankruptcy), the bond management system 10 of Example 3 detects this change and changes the combination of loan projects linked to the green bond (adds new loan projects), thereby replenishing the unallocated limit for the green bond (the portion that is less than the amount of funds raised) and securing the remaining loan balance.

[0119] The bond management system 10 includes an unallocated amount calculation unit 1016B. The unallocated amount calculation unit 1016B determines whether the total loan amount of the loan projects in the already generated combination of loan projects related to green bonds (linked combination) is below the predetermined minimum amount (procurement amount) set by the green bond.

[0120] If it is determined that the total loan amount is less than the amount raised, the candidate fund use extraction unit 1013 extracts from the multiple loan applications multiple loan applications that satisfy the bond issuance conditions and include loan applications related to the above-generated combination (linked combination).

[0121] Then, the candidate combination generating unit 1014B generates a combination of loan proposals from the extracted combinations of loan proposals that includes loan proposals related to the already generated linked combinations, so as to optimize the sustainability effect.

[0122] 15 is a diagram illustrating an outline of the bond management process according to the embodiment 3. The processes of S10 and S20 in the bond management process are the same as those in the embodiment 1.

[0123] After executing the process of S20, the unallocated amount calculation unit 1016B of the bond management device 1 executes the unallocated amount calculation process S80 to calculate the unallocated amount.

[0124] Thereafter, the fund use candidate extraction unit 1013 executes the fund use candidate extraction process S30 similar to that of the first embodiment for the multiple loan projects acquired by the loan project information acquisition process S10. As a result, multiple loan projects including loan projects related to linked combinations that satisfy the green bond issuance conditions are extracted from the multiple loan projects.

[0125] Then, the candidate combination generating unit 1014 executes the candidate combination generating process S40C for the extracted loan applications. The subsequent processes are the same as those in the first embodiment.

[0126] <Unallocated Amount Calculation Process S80> 16 is a flow diagram illustrating an example of the unallocated amount calculation process S80 according to Example 3. The unallocated amount calculation unit 1016B acquires all loan projects linked to a certain green bond by referring to the green bond project ID 1033a and the use of funds loan project ID 1033b in the use of funds management information table 1033 (S10160B).

[0127] Meanwhile, the loan project information acquisition unit 1011 acquires (monitors) the contents of the loan project information table 1031 from time to time (for example, at a predetermined timing or at predetermined time intervals). The unallocated amount calculation unit 1016B checks whether the loan balance has been updated for any of the loan projects acquired in S10160B (S10161B). Specifically, the loan project information acquisition unit 1011 checks whether the value of the loan balance 1031f of the record related to each loan project in the loan project information table 1031 has been updated.

[0128] If the loan balance has been updated for any of the loan applications acquired in S10160B (S10161B: Yes), the loan application information acquisition unit 1011 executes the processing of S10162B for that loan application (hereinafter referred to as the renewed loan application), and if the loan balance has not been updated for any of the loan applications acquired in S10160B (S10161B: No), it repeats the processing of S10161B.

[0129] In S10162B, the loan project information acquisition unit 1011 identifies the redemption period of the green bond by acquiring the redemption period 1032e of the green bond issuance condition information table 1032. Then, the loan project information acquisition unit 1011 estimates the loan balance of the renewed loan project at each timing (each year) from the present until the redemption period, based on the updated loan balance and loan repayment rate (acquired from the loan repayment rate 1031g of the record in the loan project information table 1031 in S10161B).

[0130] The loan project information acquisition unit 1011 calculates the total loan balance for each year from the present until the green bond redemption period by adding the loan balance for other loan projects to the loan balance for each year of the renewed loan project calculated in S10162B (S10163B).

[0131] The loan project information acquisition unit 1011 determines whether the total loan balance calculated in S10163B exceeds the green bond issuance amount (acquired from the issuance amount 1032d of the green bond issuance condition information table 1032) (S10164B).

[0132] If the total loan balance does not exceed the green bond issuance amount (an unallocated amount exists) (S10164B: No), the loan project information acquisition unit 1011 executes the processing of S10165B, and if the total loan balance exceeds the green bond issuance amount (S10164B: Yes), the loan project information acquisition unit 1011 repeats the processing from S10161B onwards.

[0133] In S10165B, the loan project information acquisition unit 1011 transmits the difference between the green bond issuance amount and the total loan balance (i.e., the unallocated amount of the green bond) and information on the loan project currently linked to the green bond to the fund use candidate extraction unit 1013. Thereafter, the fund use candidate extraction process S30 is performed.

[0134] <Candidate combination generation process S40C> FIG. 17 is a flowchart illustrating an example of the candidate combination generation process S40C according to the third embodiment.

[0135] The processes of S10140 and S10141 are the same as those in the first embodiment, and the candidate combination generation unit 1014 calculates the loan balance for each of the fund use candidates (loan projects) for each year from the present to a predetermined future redemption period.

[0136] Then, the candidate combination generation unit 1014B acquires the loan project linked to the green bond for which an unallocated amount has occurred, as identified in the unallocated amount calculation process S80 (S10146B). Specifically, the candidate combination generation unit 1014B acquires the contents of the use of funds loan project ID 1033b of the record related to the green bond in the use of funds management information table 1033.

[0137] Then, under the constraint that the total loan balance for each year exceeds the unallocated amount of the green bond, the candidate combination generation unit 1014 identifies a combination of candidate use of proceeds (loan projects) that maximizes the expected amount of impact created, impact transparency, and project continuity, and minimizes monitoring costs and the number of corresponding loan projects (S10142B). However, in this case, the candidate combination generation unit 1014 ensures that loan projects currently linked to green bonds are included in the combination.

[0138] Specifically, the candidate combination generating unit 1014 solves the multi-objective optimization problem to obtain Pareto solutions, similarly to the first embodiment. In this case, the constraints in the first embodiment are modified or added to the objective functions as follows:

[0139] -Until the maturity of the green bond (1032e), the total outstanding loan amount of the linked loan projects in each future year must exceed the unallocated amount of the green bond project (1033c):

number

[0140] The value of the variable for loan project u currently linked to the green bond:

number

[0141] The subsequent processing is the same as S10143, S10144, and S10145 in the first embodiment.

[0142] As described above, the bond management device 1 of Example 3 generates a combination of multiple loan projects, including loan projects that are already linked, that optimizes the sustainability effect when the total loan amount of the loan projects in a combination linked to a green bond is less than the procurement amount.

[0143] This will ensure that the loan amount linked to the green bond is not less than the amount of funds raised through the green bond, and will make it possible to align, for example, the repayment period of the loan with the repayment period of the green bond.

[0144] Example 4

[0145] The bond management system 10 of the fourth embodiment determines a linking combination according to the attributes of the bank by specifying a prioritized objective function in the solution of the multi-objective optimization problem in the candidate combination generation process.

[0146] Specifically, the bond management device 1 of Example 4 stores priority information (objective function priority table 1035C) that associates the attributes of the loan source (bank) of a loan project with an objective function that represents the sustainability effects (environmental or social effects) obtained from the business carried out through the loan related to the loan project.

[0147] Then, the candidate combination generation unit 1014D according to the fourth embodiment identifies the objective function corresponding to the bank based on the objective function priority table 1035C, and generates a combination of loan applications from among the combinations of loan applications extracted in the candidate use of funds extraction process S30, such that the value of the identified evaluation function is the maximum or minimum value.

[0148] (Objective function priority table) 18 is a diagram showing an example of the objective function priority table 1035C, which has data on attributes 1035a of each bank and objective functions to be prioritized 1035b.

[0149] The objective function 1035b is information such as giving priority to the objective function related to impact (always maximizing the value of the objective function related to the amount of impact) or giving priority to the objective function related to project continuity (always minimizing the value of the objective function related to the minimum level of continuity).

[0150] 19 is a diagram for explaining an outline of the bond management process according to the embodiment 4. The processes of S10 and S20 in the bond management process and the fund use candidate extraction process S30 are the same as those in the embodiment 1.

[0151] Thereafter, the candidate combination generating unit 1014C generates combinations of loan applications based on the candidate fund uses extracted in the candidate fund use extraction process S30, in the same manner as in the first embodiment, based on each objective function and constraint condition (candidate combination generating process S40D).

[0152] In the candidate combination generation process S40D, the candidate combination generation unit 1014C identifies a prioritized objective function corresponding to the bank's attributes. Specifically, the candidate combination generation unit 1014C retrieves the prioritized objective function 1035C of the record related to the bank's attributes from the objective function priority table 1035C.

[0153] The candidate combination generation unit 1014C solves the multi-objective optimization problem under conditions such that the priority of the identified objective function is higher than the priority of other objective functions (for example, such that the identified objective function always has a minimum or maximum value).

[0154] Thereafter, the candidate combination generating unit 1014C transmits information on the generated combination to the bond issuing department terminal 5. Thereafter, the process is the same as in the first embodiment.

[0155] (Loan project proposal screen) 20 is a diagram showing an example of a loan project proposal screen 1600C according to Example 4. The loan project proposal screen 1600C has a bond information display field 1601, a candidate display field 1602C, and a project display field 1603, similar to Example 1.

[0156] The candidate display field 1602C displays information 1606 of the linking combination calculated based on the prioritized objective function. In the example shown in the figure, information of the linking combination when the impact amount is maximized is displayed.

[0157] As described above, the bond management device 1 of Example 4 identifies the objective function corresponding to the bank based on the objective function priority table 1035C, which associates the attributes of each loan source (bank, etc.) with the evaluation function that represents the sustainability effect corresponding to that attribute, and generates a combination of loan applications in which the value of the identified objective function is the maximum or minimum value.

[0158] This makes it possible to generate a combination of loan projects that focus on the sustainability aspects that should be emphasized, depending on the attributes of the bank issuing the green bond.

[0159] The present invention is not limited to the above-described embodiments, and can be implemented using any components within the scope of the present invention. The above-described embodiments and modifications are merely examples, and the present invention is not limited to these contents as long as the characteristics of the invention are not impaired. Furthermore, although various embodiments and modifications have been described above, the present invention is not limited to these contents. Other embodiments conceivable within the scope of the technical idea of ​​the present invention are also included within the scope of the present invention.

[0160] For example, the configurations of the loan support system 10 of each embodiment may be combined as appropriate.

[0161] Furthermore, part of the hardware provided in each device in each embodiment may be provided in another device.

[0162] Furthermore, each program of each device may be provided in another device, a program may consist of multiple programs, or multiple programs may be integrated into one program.

[0163] In addition, although each example describes green bonds as bonds for obtaining funds to achieve environmental or social objectives, other types of bonds may also be used as long as they have a similar purpose and are limited in their use.

[0164] In addition, in each embodiment, the entity that issues the green bond and provides the loan is a bank, but it may also be another financial institution or business.

[0165] In addition, the bond management device 1 may calculate and display the maximum amount (one of the guidelines for the issuance limit) that a bank can issue as the issue price of the green bond by adding up the loan amounts of all loan projects linked to the green bond.

[0166] The loan proposal information table 1031 may contain information on loan proposals that the bank is currently implementing, as well as loan proposals that the bank is planning to implement in the future.

[0167] In addition, the process of extracting candidate fund uses in each embodiment may extract loan projects that satisfy not only the green bond issuance conditions but also policies set by banks, such as the green bond framework.

[0168] Furthermore, in the fourth embodiment, the objective function priority table 1035C associates objective functions with bank attributes, but other parameters that determine the combination of loan applications other than the objective functions may be set. [Explanation of symbols]

[0169] 1 Bond management device, 1011 Loan project information acquisition unit, 1012 Issuance condition acquisition unit, 1013 Fund use candidate extraction unit, 1014 Candidate combination generation unit, 1015 Fund use information append unit

Claims

1. a storage device that stores information on the issuance conditions of bonds issued by financial institutions to obtain funds for achieving environmental or social objectives, and information on a plurality of loan projects related to the loan operations conducted by the financial institutions; and a candidate use of funds extraction process for extracting a plurality of loan applications that satisfy the bond issuance conditions from the plurality of loan applications; a candidate combination generation process for generating a combination of loan proposals from the extracted combinations of loan proposals that will optimize the environmental or social effects obtained from the business operations implemented through the loans related to the loan proposals; a computing device that executes an output process of associating the generated information on the combination of loan proposals with the information on the bonds and outputting the information to an output device; Bond management device.

2. The computing device further executing a process for acquiring loan applications for fund use, which receives a designation of a loan application to be added to the combination of loan applications from among the plurality of loan applications; In the process of extracting candidate uses of funds, a plurality of loan applications that satisfy the issuance conditions of the bond are extracted from the plurality of loan applications and the specified loan application; In the candidate combination generation process, a combination of loan proposals is generated from the extracted combinations of loan proposals that will optimize the environmental or social effects obtained from the business carried out by the loans related to the loan proposals, so as to include the specified loan proposal. The bond management device according to claim 1.

3. The computing device Further executing an unallocated amount calculation process for determining whether the total loan amount of the loan projects in the generated combination of loan projects related to the bonds is less than the minimum amount set by the bonds, and if it is determined that the total loan amount is less than the minimum amount, In the process of extracting candidate uses of funds, a plurality of loan applications including a loan application relating to the generated combination that satisfies the issuance conditions of the bond are extracted from the plurality of loan applications; In the candidate combination generation process, a combination of a plurality of loan proposals including the loan proposal related to the generated combination is generated from among the extracted combinations of loan proposals, so that the environmental or social effect is optimized. The bond management device according to claim 1.

4. The computing device In the candidate combination generation process, a combination of loan proposals is generated from among the extracted combinations of loan proposals such that the values ​​of multiple types of evaluation functions that represent the environmental or social effects obtained from the business executed by the loans related to the loan proposals are optimized. The bond management device according to claim 1.

5. the storage device stores at least one of an evaluation function representing the amount of reduction in environmental load, an evaluation function representing the transparency of the process of reducing the environmental load, an evaluation function representing the continuity of business related to the environmental load, an evaluation function representing the cost of monitoring the reduction in environmental load, or an evaluation function representing the number of loan applications associated with the bond; The computing device In the candidate combination generation process, a combination of loan proposals is generated from among the extracted combinations of loan proposals such that the values ​​of multiple types of evaluation functions, including the stored evaluation function, which represent the environmental or social effects obtained from the business executed by the loans related to the loan proposals, are optimized.

5. The bond management device according to claim 4.

6. The storage device further stores priority information that associates attributes of each loan source of a loan project with an evaluation function that corresponds to the attributes of each loan source and represents the environmental or social effects obtained from the business executed by the loan related to the loan project; The computing device In the candidate combination generation process, an evaluation function corresponding to the financial institution is identified based on the priority information, and a combination of loan applications is generated from among the extracted combinations of loan applications such that the value of the identified evaluation function is the maximum or minimum value.

5. The bond management device according to claim 4.

7. A credit management method using an information processing device that includes a storage device that stores information on the issuance conditions of bonds issued by a financial institution to obtain funds to achieve environmental or social objectives, and information on multiple loan projects related to the loan business conducted by the financial institution, and a computing device, The computing device a candidate use of funds extraction process for extracting a plurality of loan applications that satisfy the bond issuance conditions from the plurality of loan applications; a candidate combination generation process for generating a combination of loan proposals from the extracted combinations of loan proposals that will optimize the environmental or social effects obtained from the business operations implemented through the loans related to the loan proposals; a computing device that executes an output process of associating the generated information on the combination of loan proposals with the information on the bonds and outputting the information to an output device; Bond management methods.

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